M2 Optimization for Machine Learning
This page collects the material for the class “Optimization for Machine Learning” (M2 MIDS-M2MO) at Université de Paris Cité. Students following the class should go to the associated Moodle page, which is updated regularly.
All material can be downloaded from here.
Course (Slides)
- Introduction
- Gradient Descent for smooth problems
- Stochastic Gradient Descent for smooth problems
- Towards better methods
- Nonconvex optimization
Exercises
- Gradient Dynamics and Convexity
- Stochastic Gradient Descent
- Towards Optimal Methods